+1,025.5%
APH vs PBF
+303.9%
+721.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.8% | -49.6% | -48.0% |
| 7D | -48.7% | +8.4% | -57.1% | -49.3% |
| 30D | -51.9% | +22.0% | -73.9% | -53.2% |
| 3M | -43.6% | +74.5% | -118.1% | -47.6% |
| 6M | -37.5% | +67.7% | -105.2% | -42.3% |
| YTD | -38.6% | +179.2% | -217.8% | -47.3% |
| 1Y | -26.3% | +170.0% | -196.3% | -36.7% |
| 3Y | +89.2% | +66.4% | +22.8% | +67.4% |
| 5Y | +119.8% | +764.5% | -644.7% | +47.6% |
| 10Y | +454.3% | +358.5% | +95.7% | +244.7% |
| All | +1,025.5% | +303.9% | +721.6% | +551.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling